+204.1%
SHEL vs MOS
+6.2%
+197.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.8% |
| 7D | -5.8% | +19.7% | -25.4% | -11.8% |
| 30D | -1.3% | +21.5% | -22.8% | -8.3% |
| 3M | +12.7% | -0.4% | +13.1% | +11.3% |
| 6M | +19.9% | +4.5% | +15.3% | +14.8% |
| YTD | +38.3% | -2.9% | +41.2% | +33.7% |
| 1Y | +35.7% | -7.7% | +43.4% | +33.1% |
| 3Y | +71.7% | -25.6% | +97.4% | +74.4% |
| 5Y | +158.4% | -31.2% | +189.6% | +151.0% |
| 10Y | +204.1% | +2.8% | +201.2% | +92.2% |
| All | +204.1% | +6.2% | +197.9% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling